CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 14-Oct-2014

Day Change Summary
	Previous	Current
	13-Oct-2014	14-Oct-2014	Change	Change %	Previous Week
Open	0.9310	0.9354	0.0044	0.5%	0.9118
High	0.9378	0.9378	0.0000	0.0%	0.9304
Low	0.9300	0.9322	0.0022	0.2%	0.9107
Close	0.9310	0.9355	0.0045	0.5%	0.9279
Range	0.0078	0.0056	-0.0022	-28.2%	0.0197
ATR	0.0076	0.0075	-0.0001	-0.7%	0.0000
Volume	128,162	190,697	62,535	48.8%	1,016,958

Daily Pivots for day following 14-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9520	0.9493	0.9386
R3	0.9464	0.9437	0.9370
R2	0.9408	0.9408	0.9365
R1	0.9381	0.9381	0.9360	0.9395
PP	0.9352	0.9352	0.9352	0.9358
S1	0.9325	0.9325	0.9350	0.9339
S2	0.9296	0.9296	0.9345
S3	0.9240	0.9269	0.9340
S4	0.9184	0.9213	0.9324

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9821	0.9747	0.9387
R3	0.9624	0.9550	0.9333
R2	0.9427	0.9427	0.9315
R1	0.9353	0.9353	0.9297	0.9390
PP	0.9230	0.9230	0.9230	0.9249
S1	0.9156	0.9156	0.9261	0.9193
S2	0.9033	0.9033	0.9243
S3	0.8836	0.8959	0.9225
S4	0.8639	0.8762	0.9171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9378	0.9200	0.0178	1.9%	0.0067	0.7%	87%	True	False	193,464
10	0.9378	0.9088	0.0290	3.1%	0.0088	0.9%	92%	True	False	204,851
20	0.9378	0.9088	0.0290	3.1%	0.0078	0.8%	92%	True	False	183,186
40	0.9762	0.9088	0.0674	7.2%	0.0066	0.7%	40%	False	False	110,194
60	0.9877	0.9088	0.0789	8.4%	0.0056	0.6%	34%	False	False	73,585
80	0.9902	0.9088	0.0814	8.7%	0.0049	0.5%	33%	False	False	55,221
100	0.9902	0.9088	0.0814	8.7%	0.0043	0.5%	33%	False	False	44,181
120	0.9930	0.9088	0.0842	9.0%	0.0040	0.4%	32%	False	False	36,819

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9616
2.618	0.9525
1.618	0.9469
1.000	0.9434
0.618	0.9413
HIGH	0.9378
0.618	0.9357
0.500	0.9350
0.382	0.9343
LOW	0.9322
0.618	0.9287
1.000	0.9266
1.618	0.9231
2.618	0.9175
4.250	0.9084

Fisher Pivots for day following 14-Oct-2014
Pivot	1 day	3 day
R1	0.9353	0.9342
PP	0.9352	0.9328
S1	0.9350	0.9315

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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